Package 'extRemes' - What are R and CRAN?
Package 'extRemes' - What are R and CRAN?
Package 'extRemes' - What are R and CRAN?
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6 atdf<br />
rho.hat(u, h) = sum(min(x_i, x_i+h) > sort(x)[floor(n*u)])/(n*(1-u)) [based on chi]<br />
<strong>and</strong><br />
rhobar.hat(u, h) = 2*log(1 - u)/log(sum(min(x_i,x_i+h) > sort(x)[floor(n*u)])/(n - h)) - 1.<br />
Some properties of the above dependence coefficients, chi(u), chi, <strong>and</strong> chibar(u) <strong>and</strong> chibar, <strong>are</strong> that<br />
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